Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48360.91 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46160.93 Kr¶

PnL: ---------------------------------------> -2061.32 Kr¶

DD now: ---------------------------------> -7.128 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:07:37.082157'

Anic Portfolio¶

Today¶

Return: -0.228 %¶

This Week¶

Return: -0.228 %¶

Total¶

Return: 58.321 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.500000 844.200000 146.200000 20.950000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Stillfront Group 38 -2.490000 707.750000 21.750000 3.170000 686.000016
MEKO 13 -1.790000 1566.500000 12.500000 0.800000 1554.000006
Tietoevry 2 -1.750000 650.000000 12.000000 1.880000 638.000000
Vitec Software Group B 1 -1.890000 494.000000 9.000000 1.860000 485.000000
Tobii Dynavox 109 -2.170000 2729.910000 7.910000 0.290000 2721.999993
SKF A 3 -3.370000 592.800000 -0.200000 -0.030000 593.000001
SKF B 3 -3.860000 591.000000 -5.000000 -0.840000 596.000001
G5 Entertainment 3 -1.360000 567.000000 -5.000000 -0.870000 572.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
Addnode Group B 6 -2.180000 698.400000 -10.600000 -1.500000 709.000002
ASSA ABLOY B 2 -1.680000 502.000000 -12.000000 -2.330000 514.000000
Embracer Group B 14 -5.000000 674.870000 -14.130000 -2.050000 689.000004
Fastighetsbolag. Emilshus Pref 21 -0.760000 544.950000 -17.050000 -3.030000 562.000005
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.100000 613.200000 -19.800000 -3.130000 632.999997
Loomis 6 -2.260000 2020.800000 -22.200000 -1.090000 2043.000000
Husqvarna B 7 -3.160000 613.200000 -26.800000 -4.190000 639.999997
Rejlers B 6 -2.520000 927.600000 -34.400000 -3.580000 961.999998
Arion Banki SDB 61 -1.090000 662.460000 -34.540000 -4.960000 697.000030
Avanza Bank Holding 2 -7.180000 475.400000 -35.600000 -6.970000 511.000000
Norva24 Group 12 -0.330000 366.720000 -40.530000 -9.950000 407.250000
Swedbank A 3 -3.390000 576.900000 -41.100000 -6.650000 618.000000
Lagercrantz Group B 5 -2.420000 565.000000 -42.000000 -6.920000 607.000000
Collector Bank 29 -6.660000 1186.680000 -47.320000 -3.830000 1233.999996
Dustin Group 18 -4.780000 609.840000 -60.160000 -8.980000 669.999996
Mips 1 -3.270000 467.800000 -61.200000 -11.570000 529.000000
Nordea Bank Abp 30 -4.060000 3699.000000 -64.000000 -1.700000 3762.999990
AFRY 3 -2.860000 519.000000 -76.000000 -12.770000 594.999999
Fastighetsbolaget Emilshus B 23 12.710000 608.930000 -86.070000 -12.380000 694.999993
Viaplay Group B 4 -5.860000 944.000000 -93.000000 -8.970000 1037.000000
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
RVRC Holding 17 -4.670000 541.620000 -141.380000 -20.700000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.840000 3523.200000 -614.800000 -14.860000 4138.000000
TOTAL 46160.930000 -2061.320000 -7.12777% 48222.250041

Updated:¶

'2023-03-13 13:07:51.026892'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶